-39.5%
RDW vs M
+2.8%
-42.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.3% | +6.9% |
| 7D | +9.5% | +2.4% | +7.1% | +9.0% |
| 30D | -17.4% | -11.6% | -5.8% | -16.4% |
| 3M | -39.5% | +1.6% | -41.1% | -38.7% |
| All | -39.5% | +2.8% | -42.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling